+256.8%
PLD vs CAG
-38.3%
+295.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.7% |
| 7D | +0.7% | +4.6% | -3.9% | -0.6% |
| 30D | +0.8% | +14.7% | -13.8% | -3.1% |
| 3M | -6.1% | +2.4% | -8.5% | -7.1% |
| 6M | -8.0% | +10.7% | -18.7% | -11.3% |
| YTD | +4.7% | -5.5% | +10.2% | +4.9% |
| 1Y | +7.2% | -4.6% | +11.8% | +7.1% |
| 3Y | +39.2% | -34.4% | +73.7% | +53.3% |
| 5Y | +1.9% | -39.2% | +41.1% | +14.1% |
| 10Y | +256.8% | -39.0% | +295.7% | +285.5% |
| All | +256.8% | -38.3% | +295.1% | +285.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling